Realized Volatility
This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change...
Platforms: Windows, Mac
License: Freeware | Size: 70 KB | Download (63): Stock Volatility Calculator Download |
This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...
Platforms: Matlab
License: Freeware | Size: 174.08 KB | Download (45): Term Structure of Volatility Calibration Download |
It connects and retrieves data from the Yahoo! finance service.The program uses daily closing prices in the calculations.If not specified, the program defaults to N=20 previous trading days.The user may supply either a single ticker symbol or a cell array of ticker symbols.Using the supplied N,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Historical Volatility Script Download |
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Volatility Forecast Toolbox Download |
The self-contained script demonstrates excess, volatility driven growth, in a rebalanced portfolio.Based on the paper "Benchmarking and Rebalancing" by Gabay and Herlemont, yats.com, 19 Septembre 2007, this script reproduces example 1, showing the long-term rebalancing excess growth rate g*.There...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Example of Volatility Pumping Download |
This toolbox estimates the following volatility loss functions:1. Mean Square Error, MSE2. Mean Absolute Deviation, MAD3. Mean Logarithm of Absolute Errors, MLAE4. Heteroskedasticity-adjusted Mean Square Error, HMSE5. Heteroskedasticity-adjusted Mean Absolute Error, HMAE6. Median Absolute Error,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 1024 KB | Download (44): Volatility Loss Functions and VaR Conditional, Indepedence and Regulatory BackTests Download |
Recently needed to see the effects of a CIC decimating filter but realized that with my new license of Matlab, I did not have access to the Filter Design Toolbox. This is a quick attempt at a simulation to re-create the effects of CIC-decimation but without the fixed-point access to the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Simulating CIC filtering/decimation without the Filter Design Toolbox Download |
This GUI uses a constant relative volatility (alpha) to estimate the equilibrium curve. From there, the GUI uses the "McCabe and Thiele Graphical Method" to estimate the ideal number of plates in the column.A reference is provided in the GUI: look in Help/About.Comments, suggestions or bugs,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): GUI for distillation columns: McCabe and Thiele Method. Download |
[DIMENSION STANDARD_DEV] = fractalvol(DATA) calculates the fractal dimension of the 1 dimensional random walk, DATA. DATA is assumed to be a function of its indices. Finds fractal volatility by embedding in the unit square and box counting. Y axis will be rescaled values of DATA, x axis is...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): Fractal Volatility of Financial Time Series Download |
This paper outlines a methodology for calibrating the Schwartz-Smith two factor commodity pricing model across multiple commodities such that on the valuation date:1. The calibration produces simulations that are consistent with the current forward curve term structure2. The calibration produces...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 419.84 KB | Download (39): Calibration of Forward Price, Volatility, and Correlations across multiple assets Download |
MCTH Number of Theoretical Plates by McCabe-Thiele method for distillation towers of binary mixtures
- Interactive changes using McCabe-Thiele diagram
- Full printable reports
- Vapor equilibrium using relative volatility or VLE data table
- 47 VLE data tables included
- Easy and fast...
Platforms: Windows, Windows 7
License: Shareware | Cost: $24.00 USD | Size: 2.22 MB | Download (47): MCTH - McCabe Thiele Plates Calculator Download |
The Derivicom FinOptions XL analytics library is a comprehensive suite of functions with extensive cross asset derivative coverage for the financial professional. Built to support the demand of today's financial markets, FinOptions XL gives you the ultimate in accuracy and flexibility to handle...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Shareware | Cost: $499.00 USD | Size: 8.69 MB | Download (338): FinOptions XL Download |
Do you often need to update the software (flash image) on your network devices? How often to you need to make reserve copies of your routers? Network administrators know that to cope with everyday routine they need a reliable and secure TFTP server. WinAgents TFTP Service has been specially...
Platforms: Windows
License: Shareware | Cost: $49.00 USD | Size: 1.62 MB | Download (563): TFTP Server for Windows Download |
Advanced option calculator - powerful and unique tool for option traders. Major features: calculates the fair value of put and call options; calculate implied volatility; calculate greeks (Delta, Vega, Gamma, Theta); plots Profit & Loss graph of option position; calculates probability of the...
Platforms: Windows
License: Demo | Cost: $49.95 USD | Size: 600 KB | Download (615): Advanced Option Calculator Download |
Probably you had to be engaged in joint projects with someone. In programming, web design or other computer area. Working over the project, you for certain noticed the unpleasant tendency having kept files in any directory on flash you gave to your partner for the further completion. Naturally...
Platforms: Windows
License: Freeware | Cost: $19.45 USD | Size: 812 KB | Download (161): Moleskinsoft File Sync Download |
Power Taango has realized "true mobile office" on any removable medium.Users can really carry entire working environment on very slim and light USB disks, and Power Taango will "emulate/rebuild" the original environment in any PC running WinXP.This will revolutionize the concept of ?tmobile...
Platforms: Windows
License: Commercial | Cost: $0.00 USD | Size: 5.89 MB | Download (99): PowerTaango Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (384): Option Calculator Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (180): SQL Examiner 2008 Download |
Object::Realize::Later is a Perl module with delayed creation of objects. SYNOPSIS package MyLazyObject; use Object::Realize::Later becomes => MyRealObject, realize => load; The Object::Realize::Later class helps with implementing transparent on demand realization of object data. This...
Platforms: *nix
License: Freeware | Size: 10.24 KB | Download (94): Object::Realize::Later Download |
Rails Live CD project was born on Ezra Zygmuntowicz blog and realized with help from Brian Ketelsen. Rails Live CD is based on PCLinuxOS which is a great Linux distribution for creating LiveCDs. More information at PCLinusOS.com To use it, just download, burn and reboot! Or if you have a...
Platforms: *nix
License: Freeware | Size: 587.7 MB | Download (126): Rails Live CD Download |